+643.2%
GEV vs VZ
+44.4%
+598.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.4% |
| 7D | +8.1% | +0.2% | +7.9% | +8.2% |
| 30D | -1.9% | +7.1% | -9.0% | +1.1% |
| 3M | +4.1% | +12.8% | -8.8% | +10.8% |
| 6M | +23.2% | +1.8% | +21.4% | +27.1% |
| YTD | +48.9% | +30.0% | +18.9% | +67.1% |
| 1Y | +62.2% | +24.3% | +37.9% | +79.4% |
| All | +643.2% | +44.4% | +598.7% | +749.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling